A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator. | Frederico Caeiro

A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator.

Citation:: Gomes, M. I., Pestana D., & Caeiro F. (2009). A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator.. Stat. Probab. Lett.. 79, 295-303., Number 3

Abstract:

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Notes:

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